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CAUS.TO vs. FLUS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAUS.TO vs. FLUS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Avantis CIBC U.S. All-Cap Equity ETF (CAUS.TO) and Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CAUS.TO

1D
0.67%
1M
6.07%
YTD
6M
1Y
3Y*
5Y*
10Y*

FLUS.TO

1D
0.53%
1M
7.72%
YTD
14.22%
6M
8.80%
1Y
27.40%
3Y*
23.36%
5Y*
16.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAUS.TO vs. FLUS.TO - Yearly Performance Comparison


Correlation

The correlation between CAUS.TO and FLUS.TO is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 23, 2026

0.58

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Return for Risk

CAUS.TO vs. FLUS.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAUS.TO

FLUS.TO
FLUS.TO Risk / Return Rank: 6565
Overall Rank
FLUS.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FLUS.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
FLUS.TO Omega Ratio Rank: 7272
Omega Ratio Rank
FLUS.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLUS.TO Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAUS.TO vs. FLUS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis CIBC U.S. All-Cap Equity ETF (CAUS.TO) and Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CAUS.TO vs. FLUS.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CAUS.TOFLUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

2.79

0.95

+1.84

Drawdowns

CAUS.TO vs. FLUS.TO - Drawdown Comparison

The maximum CAUS.TO drawdown since its inception was -6.25%, smaller than the maximum FLUS.TO drawdown of -28.25%. Use the drawdown chart below to compare losses from any high point for CAUS.TO and FLUS.TO.


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Drawdown Indicators


CAUS.TOFLUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-6.25%

-28.25%

+22.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.83%

Max Drawdown (5Y)

Largest decline over 5 years

-19.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.66%

-3.65%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

Volatility

CAUS.TO vs. FLUS.TO - Volatility Comparison


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Volatility by Period


CAUS.TOFLUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.47%

13.16%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

14.64%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

15.83%

-0.36%

CAUS.TO vs. FLUS.TO - Expense Ratio Comparison

CAUS.TO has a 0.19% expense ratio, which is lower than FLUS.TO's 0.29% expense ratio.


Dividends

CAUS.TO vs. FLUS.TO - Dividend Comparison

CAUS.TO has not paid dividends to shareholders, while FLUS.TO's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM202520242023202220212020201920182017
CAUS.TO
Avantis CIBC U.S. All-Cap Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF
0.62%0.73%0.91%1.20%1.72%1.74%1.62%1.83%1.66%0.51%

Frequently Asked Questions


CAUS.TO and FLUS.TO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CAUS.TO is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CAUS.TO is cheaper with a 0.19% expense ratio, compared with 0.29% for FLUS.TO.

They also come from different issuers: Avantis and Franklin. Their fees differ too: 0.19% for CAUS.TO and 0.29% for FLUS.TO.

Portfolio Optimizer

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